PUBLISHED ARTICLES
Zhao, Z., Ma, T. F., Ng, W. L. and Yau, C. Y. (2024). A Composite Likelihood-based Approach for Change-point Detection in Spatio-temporal Processes.
Journal of the American Statistical Association - Theory and Methods, 119(548), 3086–3100.
Li, Y., Chan, C. K., Yau, C. Y., Ng, W. L. and Lam, H. (2024). Burn-in Selection in Simulating Stationary Time Series.
Computational Statistics and Data Analysis, 192, 107886.
Ng, W. L. and Yau, C. Y. (2023). Asymptotic Spectral Theory for Spatial Data.
Stochastics, 95(3), 423-464.
Ng, W. L., Pan, S. and Yau, C. Y. (2022). Bootstrap Inference for Multiple Change-points in Time Series.
Econometric Theory, 38(4), 752-792.
Ng, W. L., Yau, C. Y. and Chen, X. (2021). Frequency Domain Bootstrap Methods for Random Fields.
Electronic Journal of Statistics, 15(2), 6586-6632.
Chan, N. H., Ng, W. L., Yau, C. Y. and Yu, H. (2021). Optimal Change-point Estimation in Time Series.
Annals of Statistics, 49(4), 2336-2355.
Chan, N. H., Ng, W. L. and Yau, C. Y. (2021). A Self-Normalized Approach to Sequential Change-point Detection for Time Series.
Statistica Sinica, 31(1), 491-517.
Yip, C. F., Ng, W. L. and Yau, C. Y. (2018). A Hidden Markov Model for Earthquake Prediction.
Stochastic Environmental Research and Risk Assessment, 32(5), 1415-1434.
Ng, W. L. and Yau, C. Y. (2018). Test for Existence of Finite Moments via Bootstrap.
Journal of Nonparametric Statistics, 30(1), 28-48.
Leung, S. H., Ng, W. L. and Yau, C. Y. (2017). Sequential Change-point Detection in Time Series Models based on Pairwise Likelihood.
Statistica Sinica, 27(2), 575-606.
The ICSA 2024 Applied Statistics Symposium, Vanderbilt University, Nashville, Tennessee, USA, June 2024.
The 6th International Conference on Econometrics and Statistics, Waseda University, Tokyo, Japan, August 2023.
The 3rd International Conference on Econometrics and Statistics, National Chung Hsing University, Taiwan, June 2019.
The 5th Institute of Mathematical Statistics Asia Pacific Rim Meeting, National University of Singapore, Singapore, June 2018.
The 1st International Conference on Econometrics and Statistics, Hong Kong University of Science and Technology, Hong Kong, June 2017.